+8.1%
EWZ vs CPRT
-24.7%
+32.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | +1.8% |
| 7D | -4.1% | +12.6% | -16.7% | -3.7% |
| 30D | -25.0% | +18.0% | -42.9% | -24.5% |
| 3M | -10.6% | +11.0% | -21.6% | -10.4% |
| 6M | -16.6% | -2.0% | -14.6% | -15.9% |
| YTD | +2.5% | -16.7% | +19.2% | +1.7% |
| 1Y | +8.1% | -23.9% | +31.9% | +6.8% |
| All | +8.1% | -24.7% | +32.8% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling